+139,934.1%
MSFT vs SHEL
+2,650.9%
+137,283.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -1.8% | -3.6% | +1.7% | -1.1% |
| 3M | +5.6% | +12.0% | -6.4% | +2.6% |
| 6M | +29.8% | +19.7% | +10.1% | +23.9% |
| YTD | +9.0% | +39.6% | -30.6% | -0.2% |
| 1Y | +4.9% | +36.4% | -31.5% | -3.4% |
| 3Y | +46.2% | +70.2% | -24.0% | +26.4% |
| 5Y | +62.1% | +169.2% | -107.1% | +23.2% |
| 10Y | +899.6% | +217.1% | +682.5% | +595.0% |
| All | +139,934.1% | +2,650.9% | +137,283.2% | +75,196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling